Alpha-Beta Filters Derived from a Tracking Method Using a Weighted Measurement Covariance Matrix

Yoshio KOSUGE; Masayoshi ITO

doi:10.11499/sicep.2004.0.64.1

SICE Annual Conference 2004

DOI https://doi.org/10.11499/sicep.2004.0.64.1

Conference information

Host: The Society of Instrument and Control Engineers

Co-host: The IEEE Industrial Electronics Society, The IEEE Robotics and Automation Society, The IEEE Control Systems Society, The IEEE Systems, Man and Cybernetics Society, The Instrumentation, Systems, and Automation Society

Alpha-Beta Filters Derived from a Tracking Method Using a Weighted Measurement Covariance Matrix

*Yoshio KOSUGE, Masayoshi ITO

Author information

Keywords: tracking filter, H infinity filter, Alpha-Beta filter

CONFERENCE PROCEEDINGS FREE ACCESS

Pages 64

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Abstract

We present that a new tracking method can be obtained from replacing the measurement covariance matrix B in the Riccati difference equation of a Kalman filter by lB where l is a constant parameter. We examine the stability of an alpha-beta filter derived from this method. We also compare the tracking performance of these filters as a function of l.

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